NYMEX Natural Gas Future October 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 4.489 4.410 -0.079 -1.8% 4.520
High 4.550 4.420 -0.130 -2.9% 4.933
Low 4.311 4.265 -0.046 -1.1% 4.456
Close 4.381 4.324 -0.057 -1.3% 4.514
Range 0.239 0.155 -0.084 -35.1% 0.477
ATR 0.240 0.234 -0.006 -2.5% 0.000
Volume 7,680 10,380 2,700 35.2% 83,302
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 4.801 4.718 4.409
R3 4.646 4.563 4.367
R2 4.491 4.491 4.352
R1 4.408 4.408 4.338 4.372
PP 4.336 4.336 4.336 4.319
S1 4.253 4.253 4.310 4.217
S2 4.181 4.181 4.296
S3 4.026 4.098 4.281
S4 3.871 3.943 4.239
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.065 5.767 4.776
R3 5.588 5.290 4.645
R2 5.111 5.111 4.601
R1 4.813 4.813 4.558 4.724
PP 4.634 4.634 4.634 4.590
S1 4.336 4.336 4.470 4.247
S2 4.157 4.157 4.427
S3 3.680 3.859 4.383
S4 3.203 3.382 4.252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.821 4.265 0.556 12.9% 0.201 4.6% 11% False True 14,264
10 4.933 4.265 0.668 15.4% 0.242 5.6% 9% False True 15,123
20 4.933 3.946 0.987 22.8% 0.251 5.8% 38% False False 14,490
40 4.955 3.754 1.201 27.8% 0.232 5.4% 47% False False 12,165
60 4.955 3.754 1.201 27.8% 0.202 4.7% 47% False False 10,106
80 4.978 3.754 1.224 28.3% 0.201 4.6% 47% False False 9,359
100 5.499 3.754 1.745 40.4% 0.200 4.6% 33% False False 8,535
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.057
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5.079
2.618 4.826
1.618 4.671
1.000 4.575
0.618 4.516
HIGH 4.420
0.618 4.361
0.500 4.343
0.382 4.324
LOW 4.265
0.618 4.169
1.000 4.110
1.618 4.014
2.618 3.859
4.250 3.606
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 4.343 4.468
PP 4.336 4.420
S1 4.330 4.372

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols